Concepedia

The expected discounted penalty function under a renewal risk model with stochastic income

Yongxia Zhao, Chuancun Yin

Applied Mathematics and Computation · 2011 · 27 citations · 15 references

DOI

Concepts

References

15

On the Time Value of Ruin

Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 1998 · 793 citations

, , +16

On the time to ruin for Erlang(2) risk processes

David Dickson, Christian Hipp · Insurance Mathematics and Economics · 2001 · 274 citations · Full text

, , +9

On ruin for the Erlang(n) risk process

Shuanming Li, José Garrido · Insurance Mathematics and Economics · 2004 · 258 citations

, , +9

The Time Value of Ruin in a Sparre Andersen Model

Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 2005 · 251 citations

, , +15

The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

Hans U. Gerber, Elias S. W. Shiu · Insurance Mathematics and Economics · 1997 · 214 citations

, , +6